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Stochastic control in insuranc...
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Schmidli, Hanspeter
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On the Gerber-Shiu function and change of measure
Schmidli, Hanspeter
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 3-11
Persistent link: https://www.econbiz.de/10003953203
Saved in:
2
Conditional law of risk processes given that ruin occurs
Schmidli, Hanspeter
- In:
Insurance / Mathematics & economics
46
(
2010
)
2
,
pp. 281-289
Persistent link: https://www.econbiz.de/10003966560
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3
Extended Gerber-Shiu functions in a risk model with interest
Schmidli, Hanspeter
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 271-275
Persistent link: https://www.econbiz.de/10010515872
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4
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
Saved in:
5
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
Saved in:
6
Modelling PCS options via individual indices
Schmidli, Hanspeter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793914
Saved in:
7
Dividends and capital injections in a renewal model with Erlang distributed inter-arrival times
Schmidli, Hanspeter
- In:
Scandinavian actuarial journal
2022
(
2022
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10012872646
Saved in:
8
On capital injections and dividends with tax in a classical risk model
Schmidli, Hanspeter
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 138-144
Persistent link: https://www.econbiz.de/10011630625
Saved in:
9
On capital injections and dividends with tax in a diffusion approximation
Schmidli, Hanspeter
- In:
Scandinavian actuarial journal
(
2017
)
9
,
pp. 751-760
Persistent link: https://www.econbiz.de/10011848637
Saved in:
10
Stochastic control in insurance
Schmidli, Hanspeter
-
2008
Persistent link: https://www.econbiz.de/10004907482
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